Hey, Arnaud Doucet, Sylvain Rubenthaler and I have just put a technical report on arXiv about estimating the first- and second-order derivatives of the log-likelihood (also called the score and the observed information matrix respectively) in general (intractable) statistical models, and in particular in (non-linear non-Gaussian) state-space models. We call them “derivative-free” estimates because they […]
Hello everyone, and of course Happy New Year (2013 is the international year of statistics!). Last week the ISBA Regional Meeting was held in Banaras / Varanasi, in the North of India. The conference was well attended, with leading figures such as Jayanta K. Ghosh, José Bernardo, James Berger, Peter Green, Christian Robert who blogged […]
Hey, With Robin Ryder we wrote a paper titled The Wang-Landau Algorithm Reaches the Flat Histogram in Finite Time and it has been accepted in Annals of Applied Probability (arXiv preprint here). I’m especially happy about it since it was the last remaining unpublished chapter of my PhD thesis. In this post I’ll try to explain […]
Hey there, What do you do when you see the word “condom” in the title of a new arXiv entry?! You click with wild excitement of course! And you end up reading A Bayesian approach to estimate changes in condom use from limited HIV prevalence data, by Joseph Dureau, Konstantinos Kalogeropoulos, Peter Vickerman, Michael Pickles […]
Hey, At Statisfaction’s headquarters (located inside a volcanic crater on a distant planet), we received an email from Jeffrey Myers from the American Statistical Association to advertise the International Year of Statistics, 2013! To quote the webpage: The goals of Statistics2013 include: increasing public awareness of the power and impact of Statistics on all aspects […]
On this useful series of posts from Freakonometrics: Freakonometrics – Links I stumbled upon this 1996 article published in Ecological Applications: Discussion: Should Ecologists Become Bayesians? It was a really fun and surprising read to me, so I felt like sharing. Most surprising was the argument that established Frequentism had a better track record than […]
Hey there, A quick post on a one-day seminar on Monte Carlo methods for inverse problems in image and signal processing, that will take place at Telecom ParisTech on Tuesday, November 15th. Details and abstracts are on the seminar’s webpage: http://perso.telecom-paristech.fr/~gfort/GdT/GDRisis.html (for English-reading people, here is a google translated version). The seminar is organised by […]
The PAWL package (which I talked about there, and which implements the parallel adaptive Wang-Landau algorithm and adaptive Metropolis-Hastings for comparison) is now on CRAN! http://cran.r-project.org/web/packages/PAWL/index.html which means that within R you can easily install it by typing install.packages("PAWL") Isn’t that amazing? It’s just amazing. Kudos to the CRAN team for their quickness and their […]
Hi, Related to Julyan’s previous post, I want to share an easy way to access Google Maps API through R. And then we’ll stop about Google, otherwise it’ll look like we’re just looking for jobs. My problem was the following: I have a database (from priceofweed.com), with locations written as “city, region, country”. What I [...]
![Density exploration and Wang-Landau algorithms [with R package]](http://statisfaction.files.wordpress.com/2011/09/mixture4kweightedpoints.png?w=300&h=300)
Hey, Since a new paper that I’ve co-written has appeared on arXiv, here is a quick post summarizing it. The paper is named: An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration and describes improvements over the Wang-Landau algorithm described by Atchadé and Liu, which is itself a generalization of the work of Wang and [...]
